Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 0.20% | 4.83 CHF | 4.84 CHF | 750'000 | 750'000 | 749'406 | 749'406 | 3'744'840 CHF | 3'752'340 CHF | 100.00% | 100.00% |
15.05.2024 | 0.20% | 5.13 CHF | 5.14 CHF | 750'000 | 750'000 | 748'437 | 748'437 | 3'751'670 CHF | 3'759'170 CHF | 99.55% | 99.55% |
14.05.2024 | 0.21% | 4.85 CHF | 4.86 CHF | 750'000 | 750'000 | 749'892 | 749'892 | 3'608'200 CHF | 3'615'700 CHF | 99.82% | 99.82% |
13.05.2024 | 0.21% | 4.88 CHF | 4.89 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 3'651'450 CHF | 3'658'950 CHF | 100.00% | 100.00% |
10.05.2024 | 0.20% | 4.93 CHF | 4.94 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 3'746'290 CHF | 3'753'790 CHF | 100.00% | 100.00% |
08.05.2024 | 0.23% | 4.40 CHF | 4.41 CHF | 750'000 | 750'000 | 749'829 | 749'829 | 3'315'800 CHF | 3'323'300 CHF | 99.45% | 99.45% |
07.05.2024 | 0.25% | 4.31 CHF | 4.32 CHF | 750'000 | 750'000 | 749'512 | 749'512 | 3'035'630 CHF | 3'043'130 CHF | 100.00% | 100.00% |
06.05.2024 | 0.27% | 3.78 CHF | 3.79 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 2'776'560 CHF | 2'784'060 CHF | 99.72% | 99.72% |
03.05.2024 | 0.29% | 3.44 CHF | 3.45 CHF | 750'000 | 750'000 | 749'850 | 750'000 | 2'573'910 CHF | 2'581'930 CHF | 99.45% | 99.45% |
02.05.2024 | 0.30% | 3.33 CHF | 3.34 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 2'507'450 CHF | 2'514'950 CHF | 99.64% | 99.64% |